Added warning about location param

Author: Thomas Weiss

articles/cosmos-db/how-to-setup-cmk.md

@@ -91,6 +91,9 @@ When creating a new Azure Cosmos DB account with PowerShell,
 - pass the URI of the Azure Key Vault key copied from step 4 under the **keyVaultKeyUri** property in the **PropertyObject**,
 - make sure to use "2019-12-12" as the API version.
 
+> [!IMPORTANT]
+> The `Location` parameter has to be set explicitly for the account to be successfully created with CMK.
+
 ```powershell
 $resourceGroupName = "myResourceGroup"
 $accountLocation = "West US 2"
@@ -117,6 +120,9 @@ When creating a new Azure Cosmos DB account through an Azure Resource Manager te
 - pass the URI of the Azure Key Vault key copied from step 4 under the **keyVaultKeyUri** property in the **properties** object
 - make sure to use "2019-12-12" as the API version
 
+> [!IMPORTANT]
+> The `location` parameter has to be set explicitly for the account to be successfully created with CMK.
+
 ```json
 {
     "$schema": "https://schema.management.azure.com/schemas/2015-01-01/deploymentTemplate.json#",